00Thaler_FM i-xxvi.qxd

(Nora) #1

Grossman, Sanford J., and Joseph E. Stiglitz, 1980, On the impossibility of informa-
tionally efficient markets, American Economic Review70, 393–408.
Harris, Milton and Artur Raviv, 1985, A sequential signalling model of convertible
debt call policy, Journal of Finance40, 1263–81.
Haugen, Robert A. and Nardin L. Baker, 1996, Commonality in the determinants
of expected stock returns, Journal of Financial Economics41, 401–39.
Hirshleifer, David, 2001, Investor psychology and asset pricing, Journal of Finance
64, 1533–97.
Hirshleifer, David, Avanidhar Subrahmanyam, and Sheridan Titman, 1994, Security
analysis and trading patterns when some investors receive information before
others, Journal of Finance49, 1665–98.
Hong, Harrison, and Jeremy C. Stein, 1999, A unified theory of underreaction,
momentum trading and overreaction in asset markets, Journal of Finance54,
2143–84.
Hovakimian, Armen, Tim Opler, and Sheridan Titman, 2001, The debt-equity
choice, Journal of Financial and Quantitative Analysis36, 1–24.
Jain, Prem C., and Omesh Kini, 1994, The post-issue operating performance of IPO
firms, Journal of Finance49, 1699–1726.
Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to buying winners and
selling losers: Implications for stock market efficiency, Journal of Finance48, 65–91.
Jung, Kooyul, Yong-Cheol Kim, and René M. Stulz, 1996, Timing, investment op-
portunities, managerial discretion, and the security issue decision, Journal of Fi-
nancial Economics42, 159–85.
Kidd, John B., 1970, The utilization of subjective probabilities in production plan-
ning, Acta Psychologica34, 338–47.
Kitayama, Shinobu, H. Takagi, and Hisaya Matsumoto, 1995, Causal attribution
of success and failure: Cultural psychology of the Japanese self, Japanese Psycho-
logical Review38, 247–80.
Kyle, Albert S., 1985, Continuous auctions and insider trading, Econometrica53,
1315–35.
Kyle, Albert, and F. Albert Wang, 1997, Speculation duopoly with agreement to
disagree: Can overconfidence survive the market test?, Journal of Finance52,
2073–90.
Langer, Ellen J., and Jane Roth, 1975, Heads I win tails it’s chance: The illusion of
control as a function of the sequence of outcomes in a purely chance task, Jour-
nal of Personality and Social Psychology32, 951–55.
Lichtenstein, Sarah, Baruch Fischoff, and Lawrence Phillips, 1982, Calibration of
probabilities: The state of the art to 1980, in Daniel Kahneman, Paul Slovic, and
Amos Tversky (ed.), Judgement under Uncertainty: Heuristics and Biases,306–34,
Cambridge University Press.
Ljungqvist, Alexander P., 1997, Pricing initial public offerings: Further evidence
from Germany, European Economic Review41, 1309–20.
Loughran, Tim, and Jay Ritter, 1997, The operating performance of firms conduct-
ing seasoned equity offerings, The Journal of Finance52, 1823–50.
Loughran, Tim, Jay Ritter, and Kristian Rydqvist, 1994, Initial public offerings: In-
ternational insights, Pacific Basin Finance Journal2, 165–99.
MacKinlay, A. Craig, 1995, Multifactor models do not explain deviations from the
CAPM, Journal of Financial Economics38, 3–28.


500 DANIEL, HIRSHLEIFER, SUBRAHMANYAM

Free download pdf